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Please use this identifier to cite or link to this item: https://accedacris.ulpgc.es/handle/10553/48013
DC FieldValueLanguage
dc.contributor.authorFernández Rodríguez, Fernando-
dc.contributor.authorSosvilla Rivero,Simón Javier-
dc.contributor.authorAndrada Félix, Julián-
dc.date.accessioned2018-11-23T18:16:04Z-
dc.date.available2018-11-23T18:16:04Z-
dc.date.issued1997-
dc.identifier.issn1350-4851-
dc.identifier.otherWoS-
dc.identifier.urihttps://accedacris.ulpgc.es/handle/10553/48013-
dc.description.abstractIn this paper we propose a multivariate local predictor, inspired in the literature on deterministic chaos, and apply it to nine EMS currencies, using daily data for the January 1973-December 1994 period. Our local predictors perform marginally better than a random walk in forecasting the nominal exchange rate, clearly outperforming the random walk directional forecast.-
dc.languageeng-
dc.relation.ispartofApplied Economics Letters-
dc.sourceApplied Economics Letters [ISSN 1350-4851], v. 4 (7), p. 441-444, (Enero 1997)-
dc.subject5302 Econometría-
dc.subject530401 Consumo, ahorro, inversión-
dc.subject.otherBolsa de valores-
dc.subject.otherModelos econométricos-
dc.titleCombining information in exchange rate forecasting: evidence from the EMS-
dc.typeinfo:eu-repo/semantics/Article-
dc.typeArticle-
dc.identifier.doi10.1080/135048597355221-
dc.identifier.scopus0040837448-
dc.identifier.isiA1997XJ95300012-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid6701863324-
dc.contributor.authorscopusid6505916889-
dc.description.lastpage444-
dc.identifier.issue7-
dc.description.firstpage441-
dc.relation.volume4-
dc.investigacionCiencias Sociales y Jurídicas-
dc.type2Artículo-
dc.contributor.daisngid1514720-
dc.contributor.daisngid514725-
dc.contributor.daisngid3014920-
dc.description.numberofpages4-
dc.utils.revisionSí-
dc.contributor.wosstandardWOS:FernandezRodriguez, F-
dc.contributor.wosstandardWOS:SosvillaRivero, S-
dc.contributor.wosstandardWOS:AndradaFelix, J-
dc.date.coverdateEnero 1997-
dc.identifier.ulpgcSí-
dc.contributor.buulpgcBU-BIB-
dc.description.jcr0,147
dc.description.jcrqQ4
dc.description.ssciSSCI
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.orcid0000-0001-8598-3234-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.author.fullNameSosvilla Rivero,Simón Javier-
crisitem.author.fullNameAndrada Félix, Julián-
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